Blender export (start game from file)
If you have multiple files, you simply have to distribute all of them. They are not packed into the exe, but are still required.

Relative paths must be maintained.
This means that you must distribute your project as a zip file, with the executable and the required files.



If you have a game with two files:


menu.blend
game.blend


And then export menu.blend into menu.exe

Then you need to put in your game's folder:


game.blend
menu.exe
2.78 (or whatever the folder number is)
???.dll (all the .dll files)


These can all be put into a zip file for distribution.



One of my projects recently looked like this:



Hiding in there you can see the blend 'Game.blend'
This blend file is then exported to an executable, and to distrubute the game, all of these files must be kept together. The easiest way is to export into the same folder as the blend and zip everything. (And when you're making the game make sure all file paths are inside a project folder)